Low interest rates and stagnant equity markets have seen an increasing number of equity portfolios using derivatives to boost yield. Michael Marray looks at the changes in this field, as the trading of volatility as an asset class increases in popularity. 

As correlations break down and hard currencies stumble, corporates have been forced to reassess their approach to foreign exchange risk. More favourable accounting treatment of options could help them achieve their longer term strategies. Danielle Myles explores why.

Record low interest rates and quantitative easing is prompting bond buyers to seek alternative ways to gain credit exposure, with derivatives gaining traction as a good proxy. Danielle Myles explains why.